English
Related papers

Related papers: Neural SDEs as a Unified Approach to Continuous-Do…

200 papers

Learning interpretable representations of neural dynamics at a population level is a crucial first step to understanding how observed neural activity relates to perception and behavior. Models of neural dynamics often focus on either…

Machine Learning · Statistics 2025-01-13 Noga Mudrik , Yenho Chen , Eva Yezerets , Christopher J. Rozell , Adam S. Charles

Neural Ordinary Differential Equations (ODEs) are elegant reinterpretations of deep networks where continuous time can replace the discrete notion of depth, ODE solvers perform forward propagation, and the adjoint method enables efficient,…

Simulating parameter-dependent stochastic differential equations (SDEs) presents significant computational challenges, as separate high-fidelity simulations are typically required for each parameter value of interest. Despite the success of…

Machine Learning · Statistics 2026-02-03 Minglei Yang , Sicheng He

The neural Ordinary Differential Equation (ODE) model has shown success in learning complex continuous-time processes from observations on discrete time stamps. In this work, we consider the modeling and forecasting of time series data that…

Machine Learning · Statistics 2023-06-05 Yixuan Tan , Liyan Xie , Xiuyuan Cheng

Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary…

Machine Learning · Statistics 2025-07-23 Minglei Yang , Yanfang Liu , Diego del-Castillo-Negrete , Yanzhao Cao , Guannan Zhang

Understanding how models process and interpret time series data remains a significant challenge in deep learning to enable applicability in safety-critical areas such as healthcare. In this paper, we introduce Sequence Dreaming, a technique…

Machine Learning · Computer Science 2024-08-21 Udo Schlegel , Daniel A. Keim , Tobias Sutter

We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional outputs sampled at uneven times. The dynamics are described by a nonlinear…

Machine Learning · Statistics 2019-02-13 Lea Duncker , Gergo Bohner , Julien Boussard , Maneesh Sahani

This review maps developments in stochastic modeling, highlighting non-standard approaches and their applications to biology and epidemiology. It brings together four strands: (1) core models for systems that evolve with randomness; (2)…

Dynamical Systems · Mathematics 2025-10-24 Yassine Sabbar , Kottakkaran Sooppy Nisar

Recent years have witnessed significant progress in developing effective training and fast sampling techniques for diffusion models. A remarkable advancement is the use of stochastic differential equations (SDEs) and their…

Computer Vision and Pattern Recognition · Computer Science 2024-08-26 Defang Chen , Zhenyu Zhou , Jian-Ping Mei , Chunhua Shen , Chun Chen , Can Wang

Many natural systems, such as neurons firing in the brain or basketball teams traversing a court, give rise to time series data with complex, nonlinear dynamics. We can gain insight into these systems by decomposing the data into segments…

Neural ordinary differential equations are an attractive option for modelling temporal dynamics. However, a fundamental issue is that the solution to an ordinary differential equation is determined by its initial condition, and there is no…

Machine Learning · Computer Science 2020-11-06 Patrick Kidger , James Morrill , James Foster , Terry Lyons

This short, self-contained article seeks to introduce and survey continuous-time deep learning approaches that are based on neural ordinary differential equations (neural ODEs). It primarily targets readers familiar with ordinary and…

Machine Learning · Computer Science 2024-01-09 Lars Ruthotto

The discovery of structure from time series data is a key problem in fields of study working with complex systems. Most identifiability results and learning algorithms assume the underlying dynamics to be discrete in time. Comparatively…

Machine Learning · Statistics 2022-02-04 Alexis Bellot , Kim Branson , Mihaela van der Schaar

Neural Ordinary Differential Equations (NODEs) have proven to be a powerful modeling tool for approximating (interpolation) and forecasting (extrapolation) irregularly sampled time series data. However, their performance degrades…

Machine Learning · Computer Science 2020-04-29 Hammad A. Ayyubi , Yi Yao , Ajay Divakaran

The advancement of human healthspan and bioengineering relies heavily on predicting the behavior of complex biological systems. While high-throughput multiomics data is becoming increasingly abundant, converting this data into actionable…

Machine Learning · Computer Science 2025-12-10 Udesh Habaraduwa , Andrei Lixandru

Neural differential equations are a promising new member in the neural network family. They show the potential of differential equations for time series data analysis. In this paper, the strength of the ordinary differential equation (ODE)…

Machine Learning · Computer Science 2020-05-21 Mansura Habiba , Barak A. Pearlmutter

The problem of function approximation by neural dynamical systems has typically been approached in a top-down manner: Any continuous function can be approximated to an arbitrary accuracy by a sufficiently complex model with a given…

Optimization and Control · Mathematics 2023-09-22 Tanya Veeravalli , Maxim Raginsky

Neural ordinary differential equations describe how values change in time. This is the reason why they gained importance in modeling sequential data, especially when the observations are made at irregular intervals. In this paper we propose…

Machine Learning · Computer Science 2021-10-26 Marin Biloš , Johanna Sommer , Syama Sundar Rangapuram , Tim Januschowski , Stephan Günnemann

Predicting scene dynamics from visual observations is challenging. Existing methods capture dynamics only within observed boundaries failing to extrapolate far beyond the training sequence. Node-RF (Neural ODE-based NeRF) overcomes this…

Computer Vision and Pattern Recognition · Computer Science 2026-03-16 Hiran Sarkar , Liming Kuang , Yordanka Velikova , Benjamin Busam

In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…

Statistics Theory · Mathematics 2017-10-16 Trisha Maitra , Sourabh Bhattacharya